+737.1%
MTZ vs COPX
+584.4%
+152.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.5% | +0.2% |
| 7D | 0.0% | -2.9% | +2.9% | +1.4% |
| 30D | -14.8% | 0.0% | -14.9% | -15.2% |
| 3M | -30.8% | +14.8% | -45.6% | -36.1% |
| 6M | -22.6% | +7.0% | -29.7% | -27.1% |
| YTD | +6.8% | +23.8% | -17.0% | -8.5% |
| 1Y | +22.1% | +75.7% | -53.6% | -13.9% |
| 3Y | +153.1% | +156.4% | -3.3% | +40.0% |
| 5Y | +161.4% | +167.6% | -6.1% | +34.2% |
| All | +737.1% | +584.4% | +152.6% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling